Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356769.8935 | 297850.3853 | 58919.5082 | -30653.5733 | 54483.8116 | -85137.3849 |
Total P&L (%) | 356.7699 | 297.8504 | 58.9195 | -30.6536 | 54.4838 | -85.1374 |
Avg Daily Profit (%) | 0.2628 | 0.2194 | 0.0434 | -0.027 | 0.032 | -0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138108 | -105215 | -81954 | -232076 | -158958 | -211407 |
Profit Factor | 1.35 | 1.5516 | 1.1229 | 0.9732 | 1.0911 | 0.8445 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 49.162 | 44.9438 | 53.3333 | 49.162 | 44.9438 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.396 | 1.9007 | 0.9825 | 1.0064 | 1.3366 | 0.739 |
Largest Winning Trade | 275552 | 275552 | 45919 | 150478 | 150478 | 44285 |
Largest Losing Trade | -34353 | -31648 | -34353 | -64543 | -47043 | -64543 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 25 | 31 | 20 | 25 | 31 | 20 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 4026 | 2147 | 1878 | 4026 | 2147 | 1878 |
Profit Streak | 18.5689 | 34.2356 | 18.5689 | 18.5689 | 34.2356 | 18.5689 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378074 | 326011 | -221721 | -577156 | -272874 | -579819 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.91218 } }, "second_band": { "type": "midprice", "factors": { "length": 28, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 356769.8934721079, 297850.3852578718, 58919.5082142362, -30653.5733303202, 54483.8116099403, -85137.3849402606 ], [ 356.769893, 297.850385, 58.919508, -30.653573, 54.483812, -85.137385 ], [ 0.262781, 0.219383, 0.043398, -0.026958, 0.032039, -0.140313 ], [ 10, 10, 10, 10, 10, 10 ], [ -138108, -105215, -81954, -232076, -158958, -211407 ], [ 1.349975, 1.551551, 1.122905, 0.973241, 1.091125, 0.844541 ], [ 179, 89, 90, 179, 89, 90 ], [ 88, 40, 48, 88, 40, 48 ], [ 91, 49, 42, 91, 49, 42 ], [ 49.162011, 44.94382, 53.333333, 49.162011, 44.94382, 53.333333 ], [ 1.395997, 1.90065, 0.982542, 1.00642, 1.336628, 0.738973 ], [ 275552, 275552, 45919, 150478, 150478, 44285 ], [ -34353, -31648, -34353, -64543, -47043, -64543 ], [ 22, 24, 20, 22, 24, 20 ], [ 25, 31, 20, 25, 31, 20 ], [ 19, 18, 21, 19, 18, 21 ], [ 4026, 2147, 1878, 4026, 2147, 1878 ], [ 18.568935, 34.235601, 18.568935, 18.568935, 34.235601, 18.568935 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378074, 326011, -221721, -577156, -272874, -579819 ] ] }
{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4073, "evaluation_days": 1357.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1642579200000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759095555966, "expiration_time": 1762594272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 8, "offset": 0, "multiplier": 2.91218 } }, "second_band": { "type": "midprice", "factors": { "length": 28, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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